Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.564 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47770.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46376.03 Kr¶

PnL: ---------------------------------------> -512.54 Kr¶

DD now: ---------------------------------> -1.766 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 13:05:43.915445'

Anic Portfolio¶

Today¶

Return: -0.443 %¶

This Week¶

Return: -0.296 %¶

Total¶

Return: 56.39 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
Corem Property Group B 59 -2.050000 620.090000 43.090000 7.470000 576.999999
AcadeMedia 12 -0.440000 599.760000 42.760000 7.680000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
HMS Networks 2 -0.450000 714.000000 41.000000 6.090000 673.000000
Resurs Holding 22 0.620000 607.420000 33.420000 5.820000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.440000 387.300000 32.300000 9.100000 355.000000
Boozt 12 -0.500000 1680.000000 26.000000 1.570000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 -0.400000 544.200000 17.200000 3.260000 527.000000
Swedbank A 3 2.190000 580.950000 16.950000 3.010000 564.000000
SAAB B 8 -0.280000 3393.600000 16.600000 0.490000 3377.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.640000 583.680000 13.680000 2.400000 570.000000
Coor Service Management Hold. 8 -0.320000 545.040000 13.040000 2.450000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -1.290000 537.600000 9.600000 1.820000 527.999997
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -1.030000 557.400000 -16.600000 -2.890000 574.000000
International Petroleum Corp. 5 -1.740000 565.000000 -29.570000 -4.970000 594.565215
Essity A 4 -1.410000 1116.000000 -33.000000 -2.870000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.390000 3646.500000 -109.500000 -2.920000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -1.070000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46376.030000 -512.540000 -1.7662% 46888.564618

Updated:¶

'2023-01-24 13:05:56.546438'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶